Add to ORKGWe introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur efficiency for parametric alternatives is calculated. Conditions of local optimality of new statistics are given
The paper studies the asymptotic efficiency and robustness of hypothesis tests when models of intere...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Pareto model is widely used in insurance and reinsurance, as well as in finance (capital management,...
We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponenti...
We will consider the goodness-of-fit tests for testing a form of the distribution function of the ob...
In this paper, a new definition of the number of observations near the kth order statistics is devel...
New goodness-of-fit tests for exponentiality based on a particular property of exponential law are ...
AbstractThe fit of a statistical model can be visually assessed by inspection of a quantile–quantile...
We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution ba...
This thesis is divided into three parts with an additional introduction. In the first part, we propo...
In this thesis two general problems concerning goodness-of- fit statistics based on the empirical di...
We propose tests of fit for classes of distributions that include the Weibull, the Pareto and the Fr...
The task of estimating the parameters of the Pareto distribution, first of all, of an indicator of t...
Thesis (Ph.D. (Statistics))--North-West University, Potchefstroom Campus, 2007.The exponential densi...
summary:An asymptotic local power of Pearson chi-squared tests is considered, based on convex mixtur...
The paper studies the asymptotic efficiency and robustness of hypothesis tests when models of intere...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Pareto model is widely used in insurance and reinsurance, as well as in finance (capital management,...
We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponenti...
We will consider the goodness-of-fit tests for testing a form of the distribution function of the ob...
In this paper, a new definition of the number of observations near the kth order statistics is devel...
New goodness-of-fit tests for exponentiality based on a particular property of exponential law are ...
AbstractThe fit of a statistical model can be visually assessed by inspection of a quantile–quantile...
We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution ba...
This thesis is divided into three parts with an additional introduction. In the first part, we propo...
In this thesis two general problems concerning goodness-of- fit statistics based on the empirical di...
We propose tests of fit for classes of distributions that include the Weibull, the Pareto and the Fr...
The task of estimating the parameters of the Pareto distribution, first of all, of an indicator of t...
Thesis (Ph.D. (Statistics))--North-West University, Potchefstroom Campus, 2007.The exponential densi...
summary:An asymptotic local power of Pearson chi-squared tests is considered, based on convex mixtur...
The paper studies the asymptotic efficiency and robustness of hypothesis tests when models of intere...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Pareto model is widely used in insurance and reinsurance, as well as in finance (capital management,...